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    More On COOPERATORSR…


    Co-operators Canadian Resource VP (COOPERATORSR.TO)

    227.59 Down 0.12(0.05%) Mar 30

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2005):51.03%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.98%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)-0.53-6.84
    Beta (against Standard Index)0.771.07
    Mean Annual Return-0.37-1.05
    R-squared (against Standard Index)89.2074.06
    Standard Deviation12.7319.64
    Sharpe Ratio-0.42-0.61
    Treynor Ratio-7.82-11.97
    5 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)0.30-4.24
    Beta (against Standard Index)0.911.14
    Mean Annual Return0.03-0.37
    R-squared (against Standard Index)89.7171.92
    Standard Deviation15.2921.75
    Sharpe Ratio-0.03-0.19
    Treynor Ratio-1.84-5.63
    10 Years
    StatisticCOOPERATORSR.TOCategory
    Alpha (against Standard Index)0.20-0.92
    Beta (against Standard Index)0.971.02
    Mean Annual Return0.490.41
    R-squared (against Standard Index)94.0076.59
    Standard Deviation20.7724.24
    Sharpe Ratio0.200.15
    Treynor Ratio1.930.54